LED bulbs are dramatically more efficient than incandescent or halogen lamps, and beat out compact fluorescent bulbs in terms of how quickly they turn on and avoiding toxic contents.
These bulbs, which are now widely available in large hardware stores, plug directly into a socket that would previously have taken an incandescent bulb and include all the electronics necessary to run the LEDs.
Two things to watch for: if you have any dimmer switches or if you’re wiring or electricity supply are a bit unreliable, make sure to get bulbs that are advertised as dimmable. Others will buzz at you and may die rapidly, whereas ordinarily LED lamps should last for five years or more.
In addition to how much light they put out (expressed as lumens or watt equivalents) and the colour temperature (roughly how yellow or blue the light looks), make sure to check the color rendering index for the bulbs. I just replaced some buzzy old 100-watt equivalent LEDs with four of FEIT Electric’s 800 lumen / 60W equivalent “enhance” series bulbs. Perhaps on account of their 90+ CRI rating, they give the room a more natural look.
One other thing: I would really avoid ‘smart’ lightbulbs that connect to the internet. These are multiple serious indications that they are desperately insecure and may compromise your home network.